Official short interest

API Enterprise

Region-wide official short interest: the most recent official report for every listing in the requested region, as of a single date.

Official short interest is the short position reported by the exchange or regulator for a settlement date — FINRA in the United States, and the equivalent official feeds for Canada, Australia and Hong Kong. It is a disclosed figure, not a model.

It is not the ORTEX short-interest estimate served by the Short Interest endpoint. The estimate is daily and current; the official figure is published only on the market's reporting schedule (twice a month in the United States and Canada) and reaches the public roughly a week or more after the settlement date it describes. The two routinely differ, and a gap between them is information, not an error.

Available Data Points:

  • Company: The name of the company issuing the security.
  • Ticker: The ticker symbol associated with the security.
  • Operating MIC: The operating Market Identifier Code of the security.
  • MIC: The Market Identifier Code (MIC) for the traded security.
  • ISIN: The International Securities Identification Number for the security.
  • FIGI: The Financial Instrument Global Identifier.
  • Share Class FIGI: The Financial Instrument Global Identifier for the share class.
  • Ortex Company ID: Unique id for a company.
  • Ortex Security ID: Unique id for a security issued by a company.
  • Ortex Tradable item ID: Unique id for a listing of a security.
  • Ortex Tradable item main indicator: Indicates if the trading item is the main trading item for the security.
  • Tradable Item Currency: The currency of the tradable item.
  • Exchange Country: The country location of the exchange.
  • Settlement Date: The date the reported positions were measured at (YYYY-MM-DD format).
  • Published Date: The date the report was published. Use this rather than the settlement date when testing a strategy: the figure was not public before it.
  • Official SI Shares: The number of shares the exchange or regulator reported sold short at the settlement date. Split-adjusted to today's terms by default; pass split_adjusted=false for the figure as reported.
  • Official Avg Daily Volume: The average daily share volume over the reporting period, on the same basis as the shares.
  • Official Days to Cover: Official SI shares divided by average daily volume, as reported (a split does not change it).

Coverage

Listings in the United States, Canada, Australia and Hong Kong. Other markets publish no official short-interest figure of this kind, so a listing elsewhere returns an empty result (a 200 with meta.emptyReason); for European disclosures see the ESMA Positions endpoint.

Region and date

Use region to select the listings (a region name, an ISO-2 country code, or "ALL"; defaults to US) and date to select the snapshot (defaults to today). A calendar date is rarely a settlement date, so each reporting market resolves to its own most recent settlement date among the reports already published on date (a report is never shown before it was public), and every row states the settlement and publication dates it reports.

Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.

Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.

Get full access! Contact [email protected]

Query Params
string
Defaults to US

Which instruments to return: a region name, a two-character ISO-2 country code, or "ALL" for the whole covered universe. Defaults to "US". An unrecognized value returns 400 invalidRegion.

date

The single date to return data for (defaults to the latest available). Format: YYYY-MM-DD.

boolean
Defaults to true

Whether share counts — and, on the closing-prices endpoints, prices and volumes — are adjusted to today's terms (default) or returned as-was on the data date. Pass false for unadjusted (as-was) values.

integer

Page number within the paginated result set. Must be >= 1. Defaults to 1.

integer

Number of rows per page. The default and the maximum allowed depend on the API tier; a value above the tier maximum is rejected with 400 invalidPageSize.

string
enum
Defaults to json

Response format. "json" (default) or "csv".

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string
enum
Defaults to application/json

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